Hello Gaston,
I’m quite in the same situation as you, I tried all the tutorials provided on CyberGhost website but none worked.
I wrote an email to their customer service, they told me they transferred my question to update the client for Fedora 42 to the competent team. Maybe you could also write to them if you haven’t done it already, apparently I have been one of the rare to do so so far. Maybe with more emails asking them (and yours having a more precise view on the problem than me it seems), they would act quicker ?
Also, by chance, it seems someone also had issues adding OpenVPN from CyberGhost but could connect : OpenVPN bug F41
If you have time to try, could you tell me if by chance, it still works ?
Edit : It’s definitely something going on with Fedora. I tried the default config via Network Manager on Mint (import of the ovpn file), it works flawlessly without any tweak. Strange.